Gamma-Admissibility in a Non-Regular Family with Squared-Log Loss Function

Gamma-Admissibility in a Non-Regular Family with Squared-Log Loss Function

Review the admissibility of estimators under a vague prior information leads to the concept of gamma-admissibility. In this paper, the problem of estimation in a nonregular family of distributions under a squared log error loss function is considered. We find sufficient condition for a generalized...

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Bibliographic Details
Main Authors: Shirin Moradi Zahraie, Hojatollah Zakerzadeh
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2017-10-01
Series:Revstat Statistical Journal
Subjects:
Gamma-admissibility
generalized Bayes estimator
non-regular distribution
squaredlog error loss function
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/222

Internet

https://revstat.ine.pt/index.php/REVSTAT/article/view/222

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